|
+Article 29 1. |
Article 29 1.The potential future exposure (PFE) referred to in Article 27 shall be calculated for each derivative as the product of:
(a)
the effective notional (EN) amount of the transaction set in accordance with paragraphs 2 to 6 of this Article; and
(b)
the supervisory factor (SF) set in accordance with paragraph 7 of this Article. 1. Visão geral
1.1 Referências1.2 Requisitos identificados1.3 Normas relacionadas2. Requisitos identificados
3. Normas relacionadas
|